-65.6%
IOVA vs ABCL
-12.4%
-53.2%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | -8.5% | +2.3% | -10.8% | -9.3% |
| 30D | -44.7% | -0.7% | -44.1% | -43.9% |
| 3M | +26.2% | +33.4% | -7.2% | +12.3% |
| 6M | +123.2% | +137.8% | -14.6% | +45.6% |
| YTD | +196.0% | +264.3% | -68.4% | +55.4% |
| 1Y | +240.9% | +209.2% | +31.7% | +92.2% |
| 3Y | +103.5% | +208.4% | -104.9% | +0.8% |
| All | -65.6% | -12.4% | -53.2% | -75.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ABCL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling